【作者】 李栋；

【导师】 郑丕谔；

【作者基本信息】 天津大学 ， 管理科学与工程， 2008， 博士

【摘要】 本文研究我国商业银行的效率问题,着重从实证角度分析商业银行效率的现状,影响因素,效率测度及其评价方法,并最终找出提升中国商业银行效率的对策。这对今后深化我国商业银行改革、提升商业银行效率和盈利能力具有重要的理论意义和现实意义。本文首先提出了研究我国银行效率的背景和意义,对国内外银行效率的研究现状进行了较为全面的回顾,指出了我国目前在银行效率研究中存在的问题;对银行效率的内涵进行了定义,并对银行的效率进行了分类和说明,包括规模效率、范围效率、X效率、成本效率和利润效率等,对银行效率研究中投入产出的界定方法进行了系统的整理;介绍了测度银行效率的非参数方法和参数方法,对其优缺点进行了分析比较,并概况总结了银行效率测度的函数形式。在理论研究的基础上,以1998～2004年14家商业银行为研究样本,选取劳动力、实物资本和可贷资金为投入变量,利息收入和非利息收入为产出变量,同时利用两种效率测度方法,数据包络分析法和随机前沿分析法对我国商业银行的技术效率、规模效率、成本效率进行实证研究。计算结果表明,从1998～2002年,我国商业银行的技术效率呈下降趋势,从2002年之后呈上升趋势,股份制商业银行的技术效率均高于国有商业银行;从1998～2004年我国国有银行规模效率呈下降趋势,处于规模报酬递减阶段,说明国有银行经营规模过大,已经超过了自身最佳经营规模,应当缩小其经营规模以期达到规模经济,并应注重配置效率的提高;股份制银行规模效率比较稳定,银行达到了规模经济,股份制商业银行中上市银行效率相对较高;1998～2004年,我国商业银行成本效率普遍低下,股份制商业银行成本效率只有0.5左右,国有银行的平均成本效率只有0.15左右,造成严重的资源浪费。造成我国商业银行成本效率低下的原因既来源于银行投入配置的无效率也来源于技术无效率;从1998～2004年,我国商业银行利润效率呈逐年下降的趋势,国有商业银行的利润效率均低于股份制商业银行,但二者差距并不大。从影响银行效率的宏观因素、行业因素、微观因素等三大方面,对银行效率影响因素进行了较为全面系统的总结,并以DEA模型计算得到的技术效率作为因变量,选取分别反映银行规模、创新成度、稳定性、盈利能力、资产配置以及公司治理等变量作为自变量,以随机森林算法计算了自变量的重要性,分析它们对于银行效率的相对影响。指出目前影响我国银行效率的主要因素是规模、稳定性以及盈利能力,而资产配置、创新程度和公司治理对于效率的影响不大。影响我国商业银行效率的主要因素被归结为两个:产权结构和市场结构。本文对这两种观点进行较为深入的研究,指出市场结构和产权结构在改善银行效率、提升银行效益方面的作用并不是互相排斥的,而是相互补充、互为裨益的,并在此基础上提出了相关的政策建议。更多还原

【Abstract】 Efficiency of China’s commercial banks from a practical view is investigated in this dissertation with emphasis on the current situation, influencing factors, efficiency measurements and evaluating methods and contributions are made to the reform of China’s commercial banks, which brings forth important theoretical and practical significance in improving bank efficiency and profitability.First, the background and significance of studying China’s bank efficiency are presented in this dissertation by reviewing the current situation of bank efficiency at home and abroad, with problems identified in current efficiency study. Bank efficiency was then defined and classified, including scale efficiency, scope efficiency, X efficiency, cost efficiency and profit efficiency. With the input and output of bank efficiency studied, non-parametric and parametric methods that work out bank efficiency are introduced, and functions to calculate bank efficiency are summed up.Based on a case study of fourteen Chinese commercial banks from 1998 to 2004, with labor, physical capital and loanable funds chosen as input variables, interest income and non-interest income as output variables, technical efficiency, scale efficiency and cost-efficiency of China’s commercial banks are investigated by data envelopment analysis and stochastic frontier approaches. The results show coinsidence with reality of Chinese banks and are meaningful. Technical efficiency of Chinese banks was going down from 1998 to 2002 and then slowly going up from 2002 till now; the scale efficiency of state-owned banks from 1998 to 2004 showed a declining trend, indicating scale of the state-owned banks was too large to achieve scale economy, while joint-stock banks show relative stable scale efficiency and have achieved scale economy. The Chinese commercial banks generally have a low cost efficiency, which has caused serious waste of resources from 1998 to 2004, with joint-stock banks having a low cost efficiency only about 0.5 and the state-owned banks only 0.15 around. Reasons for low cost efficiency come from both the inefficient allocation of investment and non-technical efficiency. From 1998 to 2004, the profit efficiency of China’s commercial banks presents declining trend year by year, and the profit efficiency of state-owned banks was lower than joint-stock commercial banks, but the gap between the two is not significant.From three aspects of macroeconomic, industrial and microeconomic factors, with the technical efficiency selected as a dependent variable and bank scale, profitability, asset allocation, corporate governance and other variables as the independent variables, a case study is carried out in this dissertation to reveal how these factors can influence bank efficiency by using random forests algorithm. The result reveals that in our country the main factors, including bank size, stability and profitability, influence bank efficiency significantly while other factors such as asset allocation, corporate governance and innovation did little influence. The main considerations about how the factors influence Chinese bank efficiency are categorized into twofold: the property right structure and the market structure. Results from the case study it is concluded in this dissertation that the property right structure and the market structure are not mutually exclusive; on the contrary they are complementary and mutually beneficial. It is on this basis that some related policies are recommended in this dissertation.更多还原